Probability: a graduate course/ Allan Gut
Material type: TextLanguage: English Series: Springer Texts in StatisticsPublication details: New York: Springer, 2013Edition: 2ndDescription: xxv, 600 pages; 24 cmISBN:- 9781461447078
- 23rd. 519.2 G983
Item type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.2 G983 (Browse shelf(Opens below)) | Available | Gifted by Prof. Ashis Kumar Chakraborty | C27552 | |||
Books | ISI Library, Kolkata | 519.2 G983 (Browse shelf(Opens below)) | Available | 134024 |
Browsing ISI Library, Kolkata shelves Close shelf browser (Hides shelf browser)
No cover image available | No cover image available | |||||||
519.2 G983 An intermediate course in probability | 519.2 G983 Probability | 519.2 G983 Intermediate course in probability | 519.2 G983 Probability: a graduate course/ | 519.2 G983 Probability: a graduate course/ | 519.2 G985 Stochastic modelling of scientific data | 519.2 G989 Random fields on a networks : modeling,statistics and applications |
Includes index and references
Introductory Measure Theory -- Random Variables -- Inequalities -- Characteristic Functions -- Convergence -- The Law of Large Numbers -- The Central Limit Theorem -- The Law of the Iterated Logarithm -- Limit Theorems Extensions and Generalizations -- Martingales
Like its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by a thorough treatment of the three main subjects in probability theory: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales. The new edition is comprehensively updated, including some new material as well as around a dozen new references.
There are no comments on this title.